Okay, I'll try and explain it
Just say I have a vector \left( \begin{array}{ccc}<br />
a\\<br />
b\\<br />
c\end{array} \right) and I want to expand it as a combination of \left( \begin{array}{ccc}<br />
1\\<br />
0\\<br />
0\end{array} \right), \left( \begin{array}{ccc}<br />
0\\<br />
1\\<br />
0\end{array} \right), \left( \begin{array}{ccc}<br />
0\\<br />
0\\<br />
1\end{array} \right)
I should be able to do this pretty easily if I make use of the fact that the vectors I want to expand with are orthogonal.
I set \left( \begin{array}{ccc}<br />
a\\<br />
b\\<br />
c\end{array} \right) = <br />
c_1 \left( \begin{array}{ccc}<br />
1\\<br />
0\\<br />
0\end{array} \right)<br />
+<br />
c_2 \left( \begin{array}{ccc}<br />
0\\<br />
1\\<br />
0\end{array} \right)<br />
+<br />
c_3 \left( \begin{array}{ccc}<br />
0\\<br />
0\\<br />
1\end{array} \right)
I can now take the inner product on both sides by each of my expansion vectors
<br />
\left( \begin{array}{ccc}<br />
1 & 0 & 0 \end{array} \right) . \left( \begin{array}{ccc}<br />
a\\<br />
b\\<br />
c\end{array} \right) = \left( \begin{array}{ccc}<br />
1 & 0 & 0 \end{array} \right) . (c_1 \left( \begin{array}{ccc}<br />
1\\<br />
0\\<br />
0\end{array} \right)<br />
+<br />
c_2 \left( \begin{array}{ccc}<br />
0\\<br />
1\\<br />
0\end{array} \right)<br />
+<br />
c_3 \left( \begin{array}{ccc}<br />
0\\<br />
0\\<br />
1\end{array} \right) )
Since my expansion vectors are both orthogonal and normal (of unit length, the inner product with itself is 1) there are no normalisation constants, and but calculating the prudcuts I find that c_1 = a
Taking the inner product with the other expansion vectors I readily find that
c_2=b and c_3=c
Pretty simple right?
Well we're doing the exact same thing when we expand in terms of sin[n x] and cos[n x]. We're taking advantage of the fact that they are orthogonal, and using the inner product defined by f.g = \int f(x)g(x) dx over whatever region we are working in. (You can compare this to what we did before where the functions f(x), g(x) are replaced by vectors in component form f_n and g_n so that the inner product is \vec{f}. \vec{g} = \sum_n f_n\ g_n)
Okay, so we have an f(x) and we want to expand it as a series of cos. We set
f(x) = \sum_n c_n Cos(n x)
We take the inner product on both sides by Cos[m x]
\int Cos(m x) f(x) dx= \sum_n c_n \int Cos(n x) Cos(m x) dx
Since cos(n x) and cos(m x) are orthogonal we end up with
\int cos(m x) f(x) dx= c_m \int cos(m x)^2 dx
Or c_m = \frac{ \int Cos(m x)f(x) dx}{\int Cos(m x)^2 dx}
It's pretty handy if the region you are working with is something like [0,2π] or [-π,π] because then the cos^2 integral will just turn into πThe Fourier series expansion is simply telling you 'how much' of each frequency of Cos (or Sin) there is in a function.
Do you understand what you're doing when you're taking a Fourier series?